+95.0%
MO vs SCCO
+177.0%
-82.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -2.7% | +2.8% | 0.0% |
| 30D | +7.1% | -0.7% | +7.9% | +7.2% |
| 3M | -2.0% | +8.1% | -10.0% | -1.2% |
| 6M | +7.3% | +4.1% | +3.2% | +8.2% |
| YTD | +23.5% | +41.1% | -17.7% | +25.7% |
| 1Y | +11.0% | +95.6% | -84.6% | +13.9% |
| 3Y | +95.0% | +179.3% | -84.3% | +94.7% |
| All | +95.0% | +177.0% | -82.0% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling